Archive for Moving Averages
Mar
31
Hot n Cold 2011-3-31
Posted by: | Comments
| System | Style | Trades | WR | WP | Trades | WR | WP | ||
|---|---|---|---|---|---|---|---|---|---|
| last 360 days | last 90 days | ||||||||
| Bollinger Band | TF | 792 | 0.99 | 36 | 198 | 2.07 | 40 | ||
| Bollinger Band | CT | 143 | 1.20 | 54 | 31 | 0.40 | 58 | ||
| Relative Strength Index | CT | 72 | 3.48 | 72 | 21 | 2.34 | 71 | ||
| Commodity Channel Index | CT | 120 | 1.31 | 43 | 27 | 2.08 | 48 | ||
| Displaced Moving Average Crossover | TF | 573 | 1.08 | 64 | 130 | 0.82 | 58 | ||
| Moving Average Crossover | TF | 405 | 1.04 | 53 | 94 | 1.39 | 37 | ||
Mar
30
Hot n Cold 2011-3-30
Posted by: | Comments| System | Style | Trades (Year) |
Winning % (Year) |
Trades (Quarter) |
Winning % (Quarter) |
||
|---|---|---|---|---|---|---|---|
| Bollinger Band | Trend following | 304 | 38.16 | 198 | 40.40 | ||
| Bollinger Band | Counter trend | 45 | 48.89 | 30 | 53.33 | ||
| Relative Strength Index | Counter Trend | 28 | 75.00 | 21 | 71.43 | ||
| Commodity Channel Index | Counter Trend | 43 | 44.19 | 29 | 44.83 | ||
| Displaced Moving Average Crossover | Trend following | 201 | 56.22 | 133 | 59.40 | ||
| Moving Average Crossover | Trend following | 139 | 56.83 | 95 | 36.84 |
Mar
30
Hot n Cold 2011 – 3 – 30
Posted by: | Comments| System | System Type | Number of Trades | Winning % |
|---|---|---|---|
| Moving Average Crossover | Trend following | 137 | |
| Bollinger Band | Trend following | 302 | |
| Bollinger Band | Counter trend | 45 | |
| Relative Strength Index | Counter Trend | 28 | |
| Commodity Channel Index | Counter Trend | 43 | |
| Displaced Moving Average Crossover | Trend following | 200 |
Mar
28
Hot n Cold 2011 – 3 – 28
Posted by: | Comments| System | Number of Trades | Winning % |
|---|---|---|
| Moving Average Crossover | 137 | 40.88 |
| Bollinger Band Trend Following | 305 | 37.38 |
| Bollinger Band Counter Trend | 45 | 60.00 |
| Relative Strength Index Counter Trend | 26 | 73.08 |